The RapidMind Development Platform is a software development system that allows the developer to use standard C++ programming to easily create high-performance and massively parallel applications that run on the GPU. This article by RapidMind and HP compares the performance of BLAS dense linear algebra operations, the FFT, and European option pricing on the GPU against highly tuned CPU implementations on the fastest available CPUs while using the RapidMind Development Platform. The OpenGL API-based backend of the platform is used to achieve results which are not only far better than the fastest CPUs, but also exceed any previously published hand-tuned OpenGL API-based results on GPUs. The results will also be presented at a poster session at SC06. The benchmarks are available with full source as samples together with a new evaluation beta of the RapidMind platform.